+1,002.6%
VST vs MKC
+23.4%
+979.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -3.3% | +13.9% | +10.9% |
| 7D | -9.8% | +2.3% | -12.2% | -10.2% |
| 30D | -25.1% | +8.1% | -33.2% | -26.2% |
| 3M | -11.6% | -6.4% | -5.1% | -11.1% |
| 6M | -20.9% | +1.8% | -22.7% | -21.9% |
| YTD | -22.3% | -26.9% | +4.6% | -18.8% |
| 1Y | -32.0% | -21.7% | -10.3% | -29.9% |
| 3Y | +262.4% | -18.7% | +281.1% | +255.9% |
| 5Y | +563.4% | -32.8% | +596.2% | +576.1% |
| 10Y | +1,120.7% | +27.0% | +1,093.7% | +1,015.1% |
| All | +1,002.6% | +23.4% | +979.1% | +899.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling